Volume (speaker) Icon missing from taskbar

I have this little problem with the volume Icon in the taskbar.
I would like to have it there all the time. I am running windows XP Pro. I have tried both
the classic and regular XP versions of the start menu. with the same results for both.
When I open the sounds program from the control panel there is a place to check for adding the volume control icon to the taskbar. I check it and click apply and OK. It adds the volume
icon to the taskbar and it works ok. However: next time I start the computer it is missing again. If I again open the sounds, the box is already checked. If I uncheck it and click ok, then check it again and click ok, it will again add the volume Icon to the task bar. Next restart, it is missing again.
Either checking or unchecking "hide inactive Icons" makes no difference either.
Is there a way to make the volume Icon be there all the time?
I think maybe it might be a registry setting, but I don't know where to look for it.
Any help will be appreceiated. Thank You.

Depends. If it is just hidden then right click on start - properties - taskbar - customize - volume
and set to always show.
If it has been disabled - control panel - sounds - and check "Place volume icon in the task bar"

Few days ago, my power, network, and volume icons disappeared from the tray area of Windows 7. When I chose “Customize notification icons” and then “Turn system icons on or off”, the choices were grayed out like the image to the left........